Modern Pricing of Interest-Rate Derivatives 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Modern Pricing of Interest-Rate Derivatives

簡體網頁||繁體網頁
Riccardo Rebonato 作者
Princeton University Press
譯者
2002-11-24 出版日期
488 頁數
USD 130.00 價格
Hardcover
叢書系列
9780691089737 圖書編碼

Modern Pricing of Interest-Rate Derivatives 在線電子書 圖書標籤: 金融  Finance  quant  Interest  金融工程  經濟學  Derivatives  數學   


喜歡 Modern Pricing of Interest-Rate Derivatives 在線電子書 的讀者還喜歡




點擊這裡下載
    


想要找書就要到 圖書目錄大全
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-12-23

Modern Pricing of Interest-Rate Derivatives 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Modern Pricing of Interest-Rate Derivatives 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Modern Pricing of Interest-Rate Derivatives 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



Modern Pricing of Interest-Rate Derivatives 在線電子書 用戶評價

評分

Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

評分

Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

評分

Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

評分

Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

評分

Rebonato的風格,強調直覺,不重形式嚴格,細節摳得不夠細。語言有些囉嗦。

Modern Pricing of Interest-Rate Derivatives 在線電子書 著者簡介


Modern Pricing of Interest-Rate Derivatives 在線電子書 著者簡介


Modern Pricing of Interest-Rate Derivatives 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Modern Pricing of Interest-Rate Derivatives 在線電子書 圖書描述

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer. Rebonato begins by presenting the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. Next, he treats in great detail the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables. He does so with an eye not only to mathematical feasibility but also to financial justification, while devoting special scrutiny to the implications of market incompleteness. Much of the book concerns an original extension of the LIBOR market model, devised to account for implied volatility smiles. This is done by introducing a stochastic-volatility, displaced-diffusion version of the model. The emphasis again is on the financial justification and on the computational feasibility of the proposed solution to the smile problem. This book is must reading for quantitative researchers in financial houses, sophisticated practitioners in the derivatives area, and students of finance.

Modern Pricing of Interest-Rate Derivatives 在線電子書 下載 mobi epub pdf txt 在線電子書下載


想要找書就要到 圖書目錄大全
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Modern Pricing of Interest-Rate Derivatives 在線電子書 讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價

Modern Pricing of Interest-Rate Derivatives 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


分享鏈接





Modern Pricing of Interest-Rate Derivatives 在線電子書 相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 book.wenda123.org All Rights Reserved. 圖書目錄大全 版權所有